Bayesian Analysis of the 3-Component Mixture of Exponential Distribution Assuming the Non-Informative Priors

• MUHAMMAD TAHIR ^[1] ; MUHAMMAD ASLAM ^[2]
  1. [1] Quaid-i-Azam University

     Quaid-i-Azam University

     Pakistán

     
  2. [2] Riphah International University

     Riphah International University

     Pakistán

     
• Localización: Revista Colombiana de Estadística, ISSN-e 2389-8976, ISSN 0120-1751, Vol. 38, Nº. 2, 2015, págs. 431-452
• Idioma: inglés
• DOI: 10.15446/rce.v38n2.51670
• Títulos paralelos:
  • Análisis bayesiano de una mezcla de tres componentes de distribuciones exponenciales asumiendolas a priori no informativas
• Enlaces
  • Texto completo
• Resumen
  • español

    El análisis bayesiano de una mezcla de tres componentes de una distribución exponencial bajo el esquema de censura a la derecha tipo I se considera en este artículo. Los estimadores de Bayes y los riesgos posteriores de los parámetros desconocidos son derivados bajo una función de perdida de error cuadrático, función de perdida precautelary función de perdida de DeGroot asumiendo a prioris no informativas (uniforme y Jeffreys). Los estimadores de Bayes y los riesgos posteriores seven como una función del tiempo de terminación del test. Un estudio de simulación muestra y compara las propiedades de los estimadores de Bayes.

  • English

    Bayesian analysis of the 3-component mixture of an Exponential distribution under type-I right censoring scheme is considered in this paper. The Bayes estimators and posterior risks for the unknown parameters are derived under squared error loss function, precautionary loss function and DeGroot loss function assuming the non-informative (uniform and Jeffreys) priors. The Bayes estimators and posterior risks are viewed as a function of the test termination time. A simulation study is given to highlight and compare the properties of the Bayes estimates.

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